You can use DCP to switch to any other vocation and start leveling that up. Once you unlock a vocation, you can switch back to it at any time. You can do it at an inn later on at Level 10.
It's going to be awhile before you earn enough xp and get to the inn where you can change, though. If you just started and don't like your class you may want to just restart and skip through the prologue.
This game has been out for awhile and there are a TON of resources out there if you look around. There are essentially no mysteries left in Dragon's Dogma, so if you get stuck you should be able to easily find answers to everything.
Yes you can at any point after you reach the main city you talk to the inn keeper and select vocation. There are 6 other classes besides the 3 starters. They are either combinations of classes or advanced versions of the first ones.